Global Li Ion Graphite Stock Market Value
| GBBGF Stock | USD 0.01 0 30.67% |
| Symbol | Global |
Global Li-Ion 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Global Li-Ion's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Global Li-Ion.
| 11/29/2023 |
| 11/23/2024 |
If you would invest 0.00 in Global Li-Ion on November 29, 2023 and sell it all today you would earn a total of 0.00 from holding Global Li Ion Graphite or generate 0.0% return on investment in Global Li-Ion over 360 days. Global Li-Ion is related to or competes with South Star, and Mundoro Capital. Global Li-Ion Graphite Corp., an exploration stage company, engages in the exploration and evaluation of mineral resourc... More
Global Li-Ion Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Global Li-Ion's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Global Li Ion Graphite upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 24.7 | |||
| Information Ratio | 0.0409 | |||
| Maximum Drawdown | 115.01 | |||
| Value At Risk | (30.67) | |||
| Potential Upside | 40.82 |
Global Li-Ion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Global Li-Ion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Global Li-Ion's standard deviation. In reality, there are many statistical measures that can use Global Li-Ion historical prices to predict the future Global Li-Ion's volatility.| Risk Adjusted Performance | 0.0467 | |||
| Jensen Alpha | 1.09 | |||
| Total Risk Alpha | (1.89) | |||
| Sortino Ratio | 0.0285 | |||
| Treynor Ratio | (0.38) |
Global Li Ion Backtested Returns
Global Li-Ion appears to be out of control, given 3 months investment horizon. Global Li Ion holds Efficiency (Sharpe) Ratio of 0.0488, which attests that the entity had a 0.0488% return per unit of risk over the last 3 months. By evaluating Global Li-Ion's technical indicators, you can evaluate if the expected return of 0.85% is justified by implied risk. Please utilize Global Li-Ion's Market Risk Adjusted Performance of (0.37), downside deviation of 24.7, and Risk Adjusted Performance of 0.0467 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Global Li-Ion holds a performance score of 3. The company retains a Market Volatility (i.e., Beta) of -2.19, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Global Li-Ion are expected to decrease by larger amounts. On the other hand, during market turmoil, Global Li-Ion is expected to outperform it. Please check Global Li-Ion's semi variance, day median price, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Global Li-Ion's current trending patterns will revert.
Auto-correlation | 0.10 |
Insignificant predictability
Global Li Ion Graphite has insignificant predictability. Overlapping area represents the amount of predictability between Global Li-Ion time series from 29th of November 2023 to 27th of May 2024 and 27th of May 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Global Li Ion price movement. The serial correlation of 0.1 indicates that less than 10.0% of current Global Li-Ion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.1 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Global Li Ion lagged returns against current returns
Autocorrelation, which is Global Li-Ion pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Global Li-Ion's pink sheet expected returns. We can calculate the autocorrelation of Global Li-Ion returns to help us make a trade decision. For example, suppose you find that Global Li-Ion has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Global Li-Ion regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Global Li-Ion pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Global Li-Ion pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Global Li-Ion pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Global Li-Ion Lagged Returns
When evaluating Global Li-Ion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Global Li-Ion pink sheet have on its future price. Global Li-Ion autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Global Li-Ion autocorrelation shows the relationship between Global Li-Ion pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Global Li Ion Graphite.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Global Pink Sheet
Global Li-Ion financial ratios help investors to determine whether Global Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Global with respect to the benefits of owning Global Li-Ion security.